Euro Bund Future June 2014


Trading Metrics calculated at close of trading on 04-Jun-2014
Day Change Summary
Previous Current
03-Jun-2014 04-Jun-2014 Change Change % Previous Week
Open 146.72 146.06 -0.66 -0.4% 146.02
High 146.72 146.26 -0.46 -0.3% 147.12
Low 145.95 145.81 -0.14 -0.1% 145.90
Close 146.12 145.93 -0.19 -0.1% 146.81
Range 0.77 0.45 -0.32 -41.6% 1.22
ATR 0.55 0.54 -0.01 -1.3% 0.00
Volume 1,184,002 236,312 -947,690 -80.0% 2,751,199
Daily Pivots for day following 04-Jun-2014
Classic Woodie Camarilla DeMark
R4 147.35 147.09 146.18
R3 146.90 146.64 146.05
R2 146.45 146.45 146.01
R1 146.19 146.19 145.97 146.10
PP 146.00 146.00 146.00 145.95
S1 145.74 145.74 145.89 145.65
S2 145.55 145.55 145.85
S3 145.10 145.29 145.81
S4 144.65 144.84 145.68
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 150.27 149.76 147.48
R3 149.05 148.54 147.15
R2 147.83 147.83 147.03
R1 147.32 147.32 146.92 147.58
PP 146.61 146.61 146.61 146.74
S1 146.10 146.10 146.70 146.36
S2 145.39 145.39 146.59
S3 144.17 144.88 146.47
S4 142.95 143.66 146.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.12 145.81 1.31 0.9% 0.51 0.3% 9% False True 825,425
10 147.12 145.74 1.38 0.9% 0.52 0.4% 14% False False 647,028
20 147.12 144.29 2.83 1.9% 0.53 0.4% 58% False False 651,914
40 147.12 142.64 4.48 3.1% 0.54 0.4% 73% False False 608,138
60 147.12 141.81 5.31 3.6% 0.55 0.4% 78% False False 651,521
80 147.12 141.20 5.92 4.1% 0.55 0.4% 80% False False 537,251
100 147.12 137.49 9.63 6.6% 0.52 0.4% 88% False False 429,978
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 148.17
2.618 147.44
1.618 146.99
1.000 146.71
0.618 146.54
HIGH 146.26
0.618 146.09
0.500 146.04
0.382 145.98
LOW 145.81
0.618 145.53
1.000 145.36
1.618 145.08
2.618 144.63
4.250 143.90
Fisher Pivots for day following 04-Jun-2014
Pivot 1 day 3 day
R1 146.04 146.43
PP 146.00 146.26
S1 145.97 146.10

These figures are updated between 7pm and 10pm EST after a trading day.

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